Engine components are provided for a gas turbine engines that generate a hot combustion gas flow. The engine component can include a substrate constructed from a CMC material and having a hot surface facing the hot combustion gas flow and a cooling surface facing a cooling fluid flow. The substrate generally defines a film hole extending through the substrate and having an inlet provided on the cooling surface, an outlet provided on the hot surface, and a passage connecting the inlet and the outlet. The engine component can also include a coating on at least a portion of the hot surface and on at least a portion of an inner surface defined within the passage.